+220.0%
NRG vs ALLE
+49.7%
+170.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +9.3% | +2.8% | +6.5% | +8.3% |
| 30D | +1.3% | -7.6% | +8.9% | +3.8% |
| 3M | -6.0% | +22.8% | -28.8% | -12.9% |
| 6M | -22.0% | +4.6% | -26.6% | -23.9% |
| YTD | -24.1% | -1.2% | -22.9% | -25.1% |
| 1Y | -18.0% | -9.1% | -8.9% | -17.1% |
| 3Y | +220.0% | +50.0% | +170.1% | +163.3% |
| All | +220.0% | +49.7% | +170.3% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling